DEPENDENCE MODELING WITH COPULAS

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Libro del gran escritor HARRY JOE , 2014 autor de 480 paginas completamente en español y traducidas a diferentes idiomas de la mano de la editorial y distribuidora FAIRMONT PRESS sobre el genero Ciencias Humanas titulado DEPENDENCE MODELING WITH COPULAS, disponible en varios formatos como epub o PDF listos para leer. 9781466583221

  • Categoria Ciencias Humanas
  • Autor HARRY JOE , 2014
  • Editorial FAIRMONT PRESS
  • Paginas 480
  • ISBN 9781466583221

Sinopsis y resumen del libro DEPENDENCE MODELING WITH COPULAS

It covers the substantial advances that have taken place in the field over the past 15 years, including the modeling of high-dimensional data vine domes.

Vine copulation models are constructed from a sequence of bivariate copulations.

The book develops generalizations of the vine dome models, including common and structured factorial models ranging from the supposed Gaussian to the domes.

It also discusses other multivariate constructions and parametric families of copulations that have different tail properties and presents extensive material on tail dependence and tail properties to assist in the selection of the copulation model.

The author shows how numerical methods and inference and simulation algorithms are important in high-dimensional dome applications.

Presents the algorithms as pseudocode, illustrating their implementation for high-dimensional dome models.

It also incorporates results to determine the dependence and tail properties of multivariate distributions for future constructions of copulation models.

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